0.05Open0.04Pre Close75 Volume779 Open Interest2.50Strike Price350.00Turnover189.52%IV51.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1562Delta0.4240Gamma42.00Leverage Ratio-0.0059Theta0.0001Rho6.56Eff Leverage0.0007Vega